I haven't tried any of the fancy ones, but the basic foam rollers work very well. You should be able to pick one up for about $20.  If you haven't used one before, you might start with one of those.

Some people also use a tennis ball for piriformis syndrome.

Here are a few blog posts I wrote that might help you:

Foam  Roll or The Stick - Which is Best?

Tiger  Tail vs. The Stick

Take Care of Your IT Band

You’ve  Pulled Your Hamstring - Now What?

Piriformis Syndrome is a Pain in the ***

I've always just used cheap ones from target and they work fine.   I also have the stick and use that for tougher places for me to roll like my calves and also for travel.